| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 3.0% |
| Cumulative Return | -38.42% |
| CAGR﹪ | -83.85% |
| Sharpe | -0.41 |
| Prob. Sharpe Ratio | 0.0% |
| Smart Sharpe | -0.41 |
| Sortino | -0.53 |
| Smart Sortino | -0.53 |
| Sortino/√2 | -0.38 |
| Smart Sortino/√2 | -0.38 |
| Omega | 0.59 |
| Max Drawdown | -39.32% |
| Longest DD Days | 68 |
| Volatility (ann.) | 0.45% |
| Calmar | -2.13 |
| Skew | -3.43 |
| Kurtosis | 406.32 |
| Expected Daily | -0.0% |
| Expected Monthly | -14.92% |
| Expected Yearly | -38.42% |
| Kelly Criterion | -24.73% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.05% |
| Expected Shortfall (cVaR) | -0.05% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | -0.91 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 1.08 |
| Profit Factor | 0.59 |
| Common Sense Ratio | - |
| CPC Index | 0.22 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 0.44 |
| MTD | -5.71% |
| 3M | -38.42% |
| 6M | -38.42% |
| YTD | -38.42% |
| 1Y | -38.42% |
| 3Y (ann.) | -83.85% |
| 5Y (ann.) | -83.85% |
| 10Y (ann.) | -83.85% |
| All-time (ann.) | -83.85% |
| Best Day | 1.05% |
| Worst Day | -1.13% |
| Best Month | -5.71% |
| Worst Month | -24.35% |
| Best Year | -38.42% |
| Worst Year | -38.42% |
| Avg. Drawdown | -13.19% |
| Avg. Drawdown Days | 23 |
| Recovery Factor | 1.23 |
| Ulcer Index | 0.24 |
| Serenity Index | -0.0 |
| Avg. Up Month | - |
| Avg. Down Month | -14.58% |
| Win Days | 35.16% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | -48.21% | -38.42% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-02 | 2023-03-10 | -39.32 | 68 |
| 2023-01-01 | 2023-01-02 | -0.17 | 1 |
| 2023-01-01 | 2023-01-01 | -0.08 | 1 |